Paul instructs the Thessalonian church about sexual self-control.
The main point of this passage has to do with believers' "holiness" or "sanctification." Writing to a Gentile context that some may have assumed to have no sense of proper self-control, Paul warns against unrestrained sexual behavior. There is confusion about v. 4, because it is unclear whether Paul is speaking about controlling or managing one's own body, one's sexual organs, or one's spouse. In any case, his point is about honoring God and acting consistently with holiness in one's sexual behavior.
Readers misunderstand this passage if they assume it is primarily about sexual acts. Paul mentions sex as a piece of the larger question about the role God plays in believers' lives, a role that reflects God's desire to shape them. Verses 6-8 warn that God is an avenger, but these words also reassure that God calls people in holiness and gives the Holy Spirit to claim and empower them. Holiness (or sanctification) is not something that believers attempt to muster on their own. God brings it to pass (see 3:13; 5:23).
3For this is the will of God, your sanctification: that you abstain from fornication; 4that each one of you knows how to control your own body* in holiness and honour, 5not with lustful passion, like the Gentiles who do not know God; 6that no one wrongs or exploits a brother or sister* in this matter, because the Lord is an avenger in all these things, just as we have already told you beforehand and solemnly warned you. 7For God did not call us to impurity but in holiness. 8Therefore whoever rejects this rejects not human authority but God, who also gives his Holy Spirit to you.
New Revised Standard Version Bible: Anglicized Edition, copyright © 1989, 1995 National Council of the Churches of Christ in the United States of America. Used by permission. All rights reserved worldwide. http://nrsvbibles.org